Monte Carlo and Quasi-Monte Carlo Methods

This book features proceedings from the 13th International Conference on Monte Carlo and Quasi-Monte Carlo Methods, highlighting key advancements in the field.

The book titled Monte Carlo and Quasi-Monte Carlo Methods compiles the refereed proceedings from the 13th International Conference on these methods, which took place in July 2018 at the University of Rennes, France. Organized by Inria, this conference gathered leading researchers and practitioners to discuss recent advancements in Monte Carlo and quasi-Monte Carlo methods in scientific computing. The proceedings include a range of articles based on invited lectures and selected contributed papers, covering both theoretical aspects and practical applications of these methodologies.

This collection serves as a valuable resource for anyone involved in high-dimensional computational problems, particularly in fields such as finance, statistics, and computer graphics. The contributions highlight the latest developments and innovations in Monte Carlo techniques, showcasing their relevance and applicability in solving complex problems. With contributions from experts in the field, the book reflects the dynamic nature of research in these areas.

Overall, Monte Carlo and Quasi-Monte Carlo Methods is an essential reference for theoreticians and practitioners alike, providing insights into the current state of research and practical applications. It stands as a testament to the importance of these methods in advancing scientific computing and addressing the challenges posed by high-dimensional data.